Publication Search Results
Exact matches for:
- Author = Ewald CO [web profile page]
1.
Ewald CO, Yor M
Christian-Oliver Ewald and Marc Yor:
On increasing risk, inequality and poverty measures: Peacocks, lyrebirds and exotic options,
Journal of Economic Dynamics and Control,
59
(2015),
22–36.
2.
Ting SHM, Ewald CO
Sai Hung Marten Ting and Christian-Oliver Ewald:
Asymptotic Solutions for Australian Options with Low Volatility,
Applied Mathematical Finance,
21
(2014),
no. 6,
595–613.
3.
Ting SHM, Ewald CO
S H M Ting, C-O Ewald:
On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model,
Quantitative Finance,
13
(2013),
no. 6,
939–954.
4.
Ting SHM, Ewald CO, Wang WK
Sai Hung Marten Ting, Christian-Oliver Ewald, Wen-Kai Wang:
On the investment--uncertainty relationship in a real option model with stochastic volatility,
Mathematical Social Sciences,
66
(2013),
no. 1,
22–32.
5.
Ewald CO, Nawar R, Siu TK
Christian-Oliver Ewald, Roy Nawar, Tak Kuen Siu:
Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance,
Energy Economics,
36
(2013),
97–107.
6.
Ewald CO, Menkens O, Ting SHM
Christian-Oliver Ewald, Olaf Menkens, Sai Hung Marten Ting:
Asian and Australian options: A common perspective,
Journal of Economic Dynamics and Control,
37
(2013),
no. 5,
1001–1018.
7.
Ting SHM, Ewald CO
Sai Hung Marten Ting & Christian-Oliver Ewald:
On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model,
Quantitative Finance,
2012
(2012),
no. iFirst,
1–16.
8.
Chavanasporn W, Ewald CO
Walailuck Chavanasporn and Christian-Oliver Ewald:
Privatization of businesses and flexible investment: a real option approach,
Decisions in Economics and Finance,
35
(2012),
no. 1,
75–89.
MR2899719
9.
Chavanasporn W, Ewald CO
Walailuck Chavanasporn and Christian-Oliver Ewald:
A numerical method for solving stochastic optimal control problems with linear control,
Computational Economics,
Online
(2011),
Online.
10.
Yang Z, Ewald CO, Menkens O
Zhaojun Yang, Christian-Oliver Ewald and Olaf Menkens:
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus,
Mathematical Methods of Operations Research,
Online
(2011),
Online.
11.
Chavanasporn W, Ewald CO
Walailuck Chavanasporn and Christian-Oliver Ewald:
Privatization of businesses and flexible investment: a real option approach,
Decisions in Economics and Finance,
Online
(2011),
Online.
12.
Ewald CO, Xiao Y
Christian-Oliver Ewald, Yajun Xiao:
Information: Price and impact on general welfare and optimal investment. An anticipative stochastic differential game model,
Advances in Applied Probability,
43
(2011),
no. 1,
97–120.
13.
Ewald CO, Wang WK
Christian-Oliver Ewald, Wen-Kai Wang:
Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide,
Mathematical Social Sciences,
61
(2011),
no. 3,
146–151.
14.
Yang Z, Ewald CO, Wang WK
Zhaojun Yang, Christian-Oliver Ewald, and Wen-Kai Wang:
A comparative analysis of the value of information in a continuous time market model with partial information: the cases of Log-Utility and CRRA,
Journal of Probability and Statistics,
2011
(2011),
no. Article ID 238623,
23 pages.
MR2678806
15.
Chavanasporn W, Ewald CO
W Chavanasporn, C O Ewald:
Development under a concessionary agreement: a real option approach,
Investment management and financial innovation,
7
(2010),
no. 2,
16.
Ewald CO, Geissler J
C O Ewald, J Geissler:
Some notes on golden rules and risk aversion in a Merton type Solow model,
International review of applied financial issues and economics,
2
(2010),
no. 4,
760–768.
17.
Yang Z, Ewald CO, Schenk-Hoppé KR
Zhaojun Yang, Christian-Oliver Ewald and Klaus Reiner Schenk-Hoppé:
An explicit expression to the locally R-minimising hedge of a European call in the hull and white model,
Quantitative and qualitative analysis in social sciences,
4
(2010),
no. 1,
1–18.
18.
Ewald CO, Wang WK
Christian-Oliver Ewald, Wen-Kai Wang:
Irreversible investment with Cox-Ingersoll-Ross type mean reversion,
Mathematical Social Sciences,
59
(2010),
no. 3,
314–318.
19.
Wang WK, Ewald CO
Wen-Kai Wang, Christian-Oliver Ewald:
Dynamic voluntary provision of public goods,
Decisions Econ Finan,
33
(2010),
97–116.
20.
Ewald CO, Wang WK
Christian-Oliver Ewald and Wen-Kai Wang:
Sustainable yields in fisheries: Uncertainty, risk-aversion, and mean-variance analysis,
Natural Resource Modeling,
23
(2010),
no. 3,
303–323.
MR2682572
21.
Wang WK, Ewald CO
Wen-Kai Wang and Christian-Oliver Ewald:
A stochastic differential Fishery game for a two species fish population with ecological interaction,
Journal of Economic Dynamics and Control,
34
(2010),
844–857.
MR2609904
22.
Zhang A, Ewald CO
Aihua Zhang, Christian-Oliver Ewald:
Optimal investment for a pension fund under inflation risk,
Mathematical Methods of Operations Research,
71
(2010),
no. 3,
353–369.
MR2606928
23.
Yang Z, Ewald CO
Zhaojun Yang, Christian-Oliver Ewald:
On the non-equilibrium density of geometric mean reversion,
Statistics and Probability Letters,
80
(2010),
608–611.
MR2595137
24.
Ewald CO
C O Ewald:
A General Approach for Solving Differential Public Good Games and a Comparison to the Static Case,
Game Theory and Applications,
Nova Publishers,
USA,
(2009),
191.
ISBN 978-1-60692-413-6.
25.
Ewald CO, Geissler J
C O Ewald, J Geissler:
Stochastic reaction strategies and a zero inflation equilibrium in a Barro-Gordon model,
Contributions to game theory and management, vol. II,
Second International Conference Game Theory and Management,
Leon A. Petrosjan, Nikolay A. Zenkevich (eds.),
Graduate School of Management St Petersburg University,
Russia,
(2009),
514 pages.
ISBN 978-5-9924-0020-5.
26.
Ewald CO, Poulsen R, Schenk-Hoppé KR
Rolf Poulsen; Klaus-Reiner Schenk-Hoppé Christian-Oliver Ewald:
Stochastic Volatility : Risk Minimization and Model Risk,
Quantitative Finance,
9
(2009),
no. 6,
693–704.
27.
Yang Z, Ewald CO, Xiao Y
Zhaojun Yang; Christian-Oliver Ewald; Yajun Xiao:
Implied volatility from Asian options Via Monte Carlo Methods,
International Journal of Theoretical and Applied Finance,
12
(2009),
no. 2,
153–178.
MR2522451
28.
Ewald CO
C O Ewald:
A note on the Malliavin derivative operator under change of variable,
Statistics & Probability Letters,
78
(2008),
no. 2,
173–178.
29.
Alos E, Ewald CO
E Alos, C O Ewald:
Malliavin differentiability of the Heston volatility and applications to option pricing,
Advances in Applied Probability,
40
(2008),
no. 1,
144–162.
30.
Yang Z, Ewald CO
Z Yang, C O Ewald:
Continuous time evolutionary finance. The case of fix-mix strategies,
Investment Management and Financial Innovation,
5
(2008),
no. 1,
32–40.
31.
Chavanasporn W, Ewald CO
W Chavanasporn, C O Ewald:
Numerical simulation of a diffusion type evolutionary stock market model,
Applied Mathematical Sciences,
2
(2008),
no. 47,
2323–2339.
32.
Ewald CO, Yang Z
Christian-Oliver Ewald and Zhaojun Yang:
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk,
Mathematical Methods of Operations Research,
68
(2008),
97–123.
33.
Carr P, Ewald CO, Xiao Y
Peter Carr, Christian-Oliver Ewald, Yajun Xiao:
On the qualitative effect of volatility and duration on prices of Asian options,
Finance Research Letters,
5
(2008),
162–171.
34.
Zhang A, Korn R, Ewald CO
Aihua Zhang, Ralf Korn, Christian-Oliver Ewald:
Optimal management and inflation protection for defined contribution pension plans,
Blatter der DGVFM,
28
(2007),
239–258.
35.
Ewald CO, McNamara J, Houston J
C O Ewald, J McNamara, J Houston:
Parental care as a differential game: A dynamic extension of the Houston-Davies game,
Applied Mathematics and Computations,
190
(2007),
no. 2,
1450–1465.
36.
Zhang A, Korn R, Ewald CO
A Zhang, R Korn, C O Ewald:
Optimal management and inflation protection for defined contribution pension plans,
Blaetter der DGFVM,
28
(2007),
no. 2,
37.
Ewald CO
C O Ewald:
The Malliavin calculus and stochastic differential games with information assymmetry,
Proceedings of the second international conference on game theory and applications,
The Second Conference on Game Theory and Applications,
Hongwei Gao, Leon A. Petrosyan (eds.),
World Academic Union Ltd,
United Kingdom,
(2007),
ISBN 978-1846261664.
38.
Ewald CO, Xiao Y
C O Ewald, Y Xiao:
Optimal portfolios in a competing-insiders market: An anticipated stochastic differential game model,
Proceedings of the second international conference on game theory and applications,
The Second Conference on Game Theory and Applications,
Hongwei Gao, Leon A. Petrosyan (eds.),
World Academic Union Ltd,
United Kingdom,
(2007),
310 pages.
ISBN 978-1846261664.
39.
Ewald CO
Christian-Oliver Ewald:
The Malliavin gradient method for the calibration of stochastic dynamical models,
Applied Mathematics and Computation,
175
(2006),
no. 2,
1332–1352.
40.
Ewald CO, Zhang A
Christian-Oliver Ewald and Aihua Zhang:
A new technique for calibrating stochastic volatility models: the Malliavin gradient method,
Quantitative Finance,
6
(2006),
no. 2,
147–158.
41.
Ewald CO, Strasse ES
Christian-Oliver Ewald, Erwin Schrödinger Strasse:
de Rham Isomorphism in Singular Cohomology and Stokes Theorem for Stratifolds,
International Journal of Geometric Methods in Modern Physics,
2
(2005),
no. 1,
19 pages.
42.
Ewald CO
Christian-Oliver Ewald:
Optimal Logarithmic Utility and Optimal Portfolios for an Insider in a Stochastic Volatility Market,
International journal of theoretical and applied finance,
8
(2005),
no. 3,
301–319.
43.
Ewald CO
C O Ewald:
A de Rham isomorphism in singular cohomology and Stokes' theorem for stratifolds,
International journal of geometric methods in modern physics,
2
(2005),
no. 1,
44.
Ewald CO
C O Ewald:
Local volatility in the Heston model: A Malliavin calculus approach,
Journal of applied mathematics and stochastic analysis,
2005
(2005),
no. 3,
45.
Ewald CO
C O Ewald:
Trading in stochastic volatility models,
International journal of theoretical and applied finance,
8
(2005),
no. 3,
1–19.
| Number of matches: 45 |